Stochastic Output Feedback Control of Quasi-Weakly Coupled Linear Discrete Systems

The static output feedback control problem for discrete linear quasi-weakly coupled stochastic systems is studied A parallel reduced-order algorithm is developed which is very efficient, since the algorithm decomposes a high order system into a low order system. The low order system is represented by six Lyapunov equations which may be solved in parallel to reduce computational time. The required solution can be easily obtained up to an arbitrary order of accuracy, O(¿^2k) where ¿ is a small weak coupling parameter and k represents the number of iterations. The efficiency of the proposed method is demonstrated on two real aircraft examples which possess the quasi-weakly coupled structure under the assumption of the prescribed degree of stability.